Regularization of differential equations by two fractional noises

DOI10.1142/S0219493722500290zbMath1505.60064arXiv2104.14971WikidataQ115245723 ScholiaQ115245723MaRDI QIDQ5038983

David Nualart, Ercan Sönmez

Publication date: 9 October 2022

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.14971

zbMATH Keywords

fractional Brownian motionfractional calculusGirsanov theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Averaging along irregular curves and regularisation of ODEs
• Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions
• Noiseless regularisation by noise
• On the mixed fractional Brownian motion
• Stochastic analysis of the fractional Brownian motion
• The fractional mixed fractional Brownian motion.
• Mixed fractional Brownian motion
• The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
• A stochastic sewing lemma and applications
• Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift
• Stochastic calculus for fractional Brownian motion and related processes.
• Regularization of differential equations by fractional noise.
• Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
• ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
• Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion
• C∞− regularization of ODEs perturbed by noise
• Stochastic differential equations with fractal noise
• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT

This page was built for publication: Regularization of differential equations by two fractional noises